Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-02-23 0.381049 0.420183 0.463129 0.514029 0.573069 0.639826 0.721644
2025-03-02 0.322577 0.369943 0.424921 0.494206 0.580285 0.685214 0.825195
2025-03-09 0.292961 0.346624 0.411792 0.498220 0.612145 0.760670 0.975164
2025-03-16 0.275909 0.335442 0.410683 0.515198 0.660792 0.863350 1.180262
2025-03-23 0.258816 0.321799 0.404098 0.523031 0.696948 0.953600 1.386715
2025-03-30 0.242872 0.307747 0.394960 0.525406 0.724580 1.034820 1.597536
2025-04-06 0.227679 0.293133 0.383273 0.522165 0.742474 1.102851 1.802371
2025-04-13 0.209279 0.272527 0.361151 0.500694 0.728376 1.114874 1.905931
2025-04-20 0.199879 0.263832 0.355322 0.503207 0.753038 1.197383 2.171641
2025-04-27 0.190983 0.255140 0.348641 0.503413 0.773400 1.275200 2.452013
2025-05-04 0.182771 0.246839 0.341799 0.502465 0.791266 1.351092 2.754363
2025-05-11 0.176381 0.240791 0.337877 0.505808 0.817087 1.447650 3.146631
2025-05-18 0.166030 0.228401 0.323548 0.490765 0.807750 1.471270 3.361202
2025-05-25 0.155703 0.215500 0.307595 0.471528 0.787992 1.468541 3.500192
2025-06-01 0.150866 0.210820 0.304571 0.474900 0.813554 1.575008 4.037800
2025-06-08 0.148781 0.210281 0.308199 0.490532 0.866368 1.759992 4.971398
2025-06-15 0.145255 0.207221 0.307360 0.497699 0.902245 1.912165 5.910145
2025-06-22 0.141103 0.202907 0.304073 0.499826 0.927257 2.042230 6.879015
2025-06-29 0.136382 0.197420 0.298402 0.496749 0.939906 2.140856 7.801969
2025-07-06 0.129251 0.187649 0.284722 0.476679 0.910031 2.105130 7.964436
2025-07-13 0.126084 0.184329 0.282248 0.479007 0.934450 2.245371 9.345352
2025-07-20 0.122786 0.180633 0.278877 0.479189 0.953641 2.375250 10.869980
2025-07-27 0.119529 0.176860 0.275148 0.478297 0.970031 2.501523 12.610327